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Arthur Breguezleft a comment
I built this platform while working on automated trading systems and running into a recurring problem: getting clean, structured options analytics data is harder than it should be. Metrics like Max Pain, Gamma Exposure (GEX), Greeks, and unusual options flow are extremely useful for traders and quants, but most tools either focus on expensive dashboards or provide data that’s difficult to...
GreeksInstitutional-grade options analytics for every trader.
Greeks delivers real-time options analytics: Greeks, GEX, Max Pain, Unusual Flow, and Expected Move. Built for retail and institutional traders. Free plan available.
GreeksInstitutional-grade options analytics for every trader.
Arthur Breguezstarted a discussion
Simple question about Greeks calculation approach
Hi everyone, I’m currently building an options analytics platform and recently added an endpoint that calculates option Greeks using the Black-Scholes model. I’m curious how others here typically approach this in production systems. Do you usually rely on standard Black-Scholes Greeks, or do you adjust them using implied volatility surfaces or other models? My goal is to keep the API simple but...